A new approach to statistical arbitrage: Strategies based on dynamic factor models of prices and their performance

JOURNAL ARTICLE published April 2016 in Journal of Banking & Finance

Authors: Sergio M. Focardi | Frank J. Fabozzi | Ivan K. Mitov

Regime switching based portfolio selection for pension funds

JOURNAL ARTICLE published August 2007 in Journal of Banking & Finance

Authors: Karl Frauendorfer | Ulrich Jacoby | Alvin Schwendener

The PBGC's flat fee schedule, moral hazard, and promised pension benefits

JOURNAL ARTICLE published March 1990 in Journal of Banking & Finance

Authors: Gregory R. Niehaus

Default, market microstructure, and changing trade patterns in forward markets: A case study of North-Sea oil

JOURNAL ARTICLE published October 1994 in Journal of Banking & Finance

Authors: Robert J. Weiner

Coherent risk measures alone are ineffective in constraining portfolio losses

JOURNAL ARTICLE published July 2022 in Journal of Banking & Finance

Authors: John Armstrong | Damiano Brigo

The effect of organizational structure on efficiency: Evidence from the Spanish insurance industry

JOURNAL ARTICLE published December 2004 in Journal of Banking & Finance

Authors: J.David Cummins | Maria Rubio-Misas | Hongmin Zi

Risk allocation under liquidity constraints

JOURNAL ARTICLE published December 2014 in Journal of Banking & Finance

Authors: Péter Csóka | P. Jean-Jacques Herings

Guarantees, transparency and the interdependency between sovereign and bank default risk

JOURNAL ARTICLE published August 2014 in Journal of Banking & Finance

Authors: Philipp König | Kartik Anand | Frank Heinemann

Brothers from different mothers how distribution fees change investment behavior

JOURNAL ARTICLE published February 2015 in Journal of Banking & Finance

Authors: Marco Navone | Marco Pagani

Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates

JOURNAL ARTICLE published May 2015 in Journal of Banking & Finance

Authors: Karl Friedrich Siburg | Pavel Stoimenov | Gregor N.F. Weiß

Do hedge funds dynamically manage systematic risk?

JOURNAL ARTICLE published March 2016 in Journal of Banking & Finance

Authors: Ethan Namvar | Blake Phillips | Kuntara Pukthuanthong | P. Raghavendra Rau

Special purpose entities and bank loan contracting

JOURNAL ARTICLE published January 2017 in Journal of Banking & Finance

Authors: Jeong-Bon Kim | Byron Y. Song | Zheng Wang

A note on the spread between the rates of fixed and variable rate loans

JOURNAL ARTICLE published November 1995 in Journal of Banking & Finance

Authors: Eric C. Chang | Wong Kit Pong

Discussion

JOURNAL ARTICLE published September 1982 in Journal of Banking & Finance

CALL FOR PAPERS

JOURNAL ARTICLE published February 2014 in Journal of Banking & Finance

Financial innovation

JOURNAL ARTICLE published December 1977 in Journal of Banking & Finance

Authors: Stuart I. Greenbaum

List of forthcoming papers

JOURNAL ARTICLE published May 1996 in Journal of Banking & Finance

Assessing bank reform, FDICIA one year layer

JOURNAL ARTICLE published May 1996 in Journal of Banking & Finance

Capital controls and bank risk

JOURNAL ARTICLE published September 1991 in Journal of Banking & Finance

Authors: G Gennotte

Financial market trends, no. 28, special feature on ‘The impact of the new financial instruments and intermediation techniques on financial market’

JOURNAL ARTICLE published September 1985 in Journal of Banking & Finance